title: Sparse partial least-squares regression for high-throughput survival data analysis.
abstract: The partial least-square (PLS) method has been adapted to the Cox's proportional hazards model for analyzing high-dimensional survival data. But because the latent components constructed in PLS employ all predictors regardless of their relevance, it is often difficult to interpret the results. In this paper, we propose a new formulation of sparse PLS (SPLS) procedure for survival data to allow simultaneous sparse variable selection and dimension reduction. We develop a computing algorithm for SPLS by modifying an iteratively reweighted PLS algorithm and illustrate the method with the Swedish and the Netherlands Cancer Institute breast cancer datasets. Through the numerical studies, we find that our SPLS method generally performs better than the standard PLS and sparse Cox regression methods in variable selection and prediction.
authors.affiliation: Department of Medical Epidemiology and Biostatistics, Karolinska Institutet, 17177 Stockholm, Sweden.
authors.forename: Donghwan
authors.initials: D
authors.lastname: Lee
authors.forename: Youngjo
authors.initials: Y
authors.lastname: Lee
authors.forename: Yudi
authors.initials: Y
authors.lastname: Pawitan
authors.forename: Woojoo
authors.initials: W
authors.lastname: Lee
mesh_terms: D000465:Algorithms; D001943:Breast Neoplasms / Q000235:genetics; D003198:Computer Simulation; D005260:Female; D020869:Gene Expression Profiling; D006801:Humans; D016018:Least-Squares Analysis; D009426:Netherlands; D016016:Proportional Hazards Models; D012044:Regression Analysis; D016019:Survival Analysis; D013548:Sweden
keywords: high-dimensional problem; partial least-squares; penalized likelihood; sparsity; survival analysis